Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-15 0.586338 0.658793 0.740340 0.839657 0.958360 1.096975 1.273022
2024-12-22 0.517552 0.611318 0.724662 0.874142 1.069795 1.322687 1.683935
2024-12-29 0.463047 0.567709 0.701281 0.888858 1.153465 1.526884 2.121112
2025-01-05 0.420449 0.531255 0.679107 0.898081 1.227946 1.732458 2.623739
2025-01-12 0.381990 0.494456 0.650049 0.890918 1.274819 1.905676 3.135246
2025-01-19 0.341526 0.449927 0.603937 0.850418 1.260702 1.974532 3.484515
2025-01-26 0.320910 0.431039 0.592198 0.860012 1.328816 2.202087 4.248885
2025-02-02 0.303764 0.415228 0.582802 0.871208 1.400884 2.456292 5.208586
2025-02-09 0.284595 0.394475 0.563274 0.862182 1.433488 2.639499 6.102422
2025-02-16 0.270726 0.380525 0.552919 0.867241 1.493617 2.900771 7.407892
2025-02-23 0.251576 0.356794 0.524340 0.835718 1.473715 2.969227 8.149419
2025-03-02 0.232721 0.332264 0.492451 0.794476 1.426575 2.958059 8.608154
2025-03-09 0.224889 0.325331 0.490373 0.810662 1.510538 3.327283 11.024033
2025-03-16 0.220446 0.323497 0.496742 0.843921 1.640756 3.884739 15.229777
2025-03-23 0.213427 0.316817 0.493880 0.858200 1.729617 4.364375 20.122844
2025-03-30 0.206232 0.309309 0.488806 0.867147 1.807587 4.852713 26.581508
2025-04-06 0.197571 0.298702 0.477121 0.860420 1.843082 5.210770 33.379104
2025-04-13 0.185591 0.281652 0.452177 0.821862 1.783855 5.174210 35.989142
2025-04-20 0.180375 0.276183 0.448753 0.831048 1.862228 5.755961 49.886000
2025-04-27 0.175690 0.271353 0.446144 0.841746 1.948202 6.438374 72.378543
2025-05-04 0.169185 0.262887 0.435815 0.833151 1.973659 6.854806 95.671754
2025-05-11 0.164554 0.257565 0.431311 0.837984 2.043532 7.566569 144.702977
2025-05-18 0.156641 0.245856 0.413276 0.807914 1.992392 7.566445 166.160807